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FBGKX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBGKX and SCHD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FBGKX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund Class K (FBGKX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.11%
6.68%
FBGKX
SCHD

Key characteristics

Sharpe Ratio

FBGKX:

1.72

SCHD:

1.15

Sortino Ratio

FBGKX:

2.28

SCHD:

1.70

Omega Ratio

FBGKX:

1.32

SCHD:

1.20

Calmar Ratio

FBGKX:

2.30

SCHD:

1.63

Martin Ratio

FBGKX:

7.17

SCHD:

5.55

Ulcer Index

FBGKX:

4.87%

SCHD:

2.33%

Daily Std Dev

FBGKX:

20.33%

SCHD:

11.24%

Max Drawdown

FBGKX:

-48.63%

SCHD:

-33.37%

Current Drawdown

FBGKX:

-2.23%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, FBGKX achieves a 34.94% return, which is significantly higher than SCHD's 11.86% return. Over the past 10 years, FBGKX has outperformed SCHD with an annualized return of 13.74%, while SCHD has yielded a comparatively lower 10.89% annualized return.


FBGKX

YTD

34.94%

1M

4.39%

6M

8.11%

1Y

35.13%

5Y*

16.87%

10Y*

13.74%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBGKX vs. SCHD - Expense Ratio Comparison

FBGKX has a 0.68% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FBGKX
Fidelity Blue Chip Growth Fund Class K
Expense ratio chart for FBGKX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FBGKX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund Class K (FBGKX) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FBGKX, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.721.15
The chart of Sortino ratio for FBGKX, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.002.281.70
The chart of Omega ratio for FBGKX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.20
The chart of Calmar ratio for FBGKX, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.0014.002.301.63
The chart of Martin ratio for FBGKX, currently valued at 7.17, compared to the broader market0.0020.0040.0060.007.175.55
FBGKX
SCHD

The current FBGKX Sharpe Ratio is 1.72, which is higher than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FBGKX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.72
1.15
FBGKX
SCHD

Dividends

FBGKX vs. SCHD - Dividend Comparison

FBGKX's dividend yield for the trailing twelve months is around 0.24%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
FBGKX
Fidelity Blue Chip Growth Fund Class K
0.24%0.00%0.00%0.00%0.00%0.00%0.23%0.18%0.40%5.19%6.31%8.07%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FBGKX vs. SCHD - Drawdown Comparison

The maximum FBGKX drawdown since its inception was -48.63%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FBGKX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.23%
-6.45%
FBGKX
SCHD

Volatility

FBGKX vs. SCHD - Volatility Comparison

Fidelity Blue Chip Growth Fund Class K (FBGKX) has a higher volatility of 5.42% compared to Schwab US Dividend Equity ETF (SCHD) at 3.73%. This indicates that FBGKX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
3.73%
FBGKX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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